ECBOT 30 Year Treasury Bond Future September 2015

Trading Metrics calculated at close of trading on 23-Apr-2015

Day Change Summary
	Previous	Current
	22-Apr-2015	23-Apr-2015	Change	Change %	Previous Week
Open	162-02	159-27	-2-07	-1.4%	162-07
High	162-02	160-16	-1-18	-1.0%	164-04
Low	159-22	159-22	0-00	0.0%	161-10
Close	159-30	160-16	0-18	0.4%	163-29
Range	2-12	0-26	-1-18	-65.8%	2-26
ATR	1-14	1-12	-0-01	-3.1%	0-00
Volume	15	177	162	1,080.0%	172

Daily Pivots for day following 23-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	162-21	162-13	160-30
R3	161-27	161-19	160-23
R2	161-01	161-01	160-21
R1	160-25	160-25	160-18	160-29
PP	160-07	160-07	160-07	160-10
S1	159-31	159-31	160-14	160-03
S2	159-13	159-13	160-11
S3	158-19	159-05	160-09
S4	157-25	158-11	160-02

Weekly Pivots for week ending 17-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	171-18	170-17	165-14
R3	168-24	167-23	164-22
R2	165-30	165-30	164-14
R1	164-29	164-29	164-05	165-14
PP	163-04	163-04	163-04	163-12
S1	162-03	162-03	163-21	162-20
S2	160-10	160-10	163-12
S3	157-16	159-09	163-04
S4	154-22	156-15	162-12

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	164-00	159-22	4-10	2.7%	1-13	0.9%	19%	False	True	68
10	164-04	159-22	4-14	2.8%	1-09	0.8%	18%	False	True	48
20	165-07	159-22	5-17	3.4%	1-06	0.7%	15%	False	True	37

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-04
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	163-30
2.618	162-20
1.618	161-26
1.000	161-10
0.618	161-00
HIGH	160-16
0.618	160-06
0.500	160-03
0.382	160-00
LOW	159-22
0.618	159-06
1.000	158-28
1.618	158-12
2.618	157-18
4.250	156-08

Fisher Pivots for day following 23-Apr-2015
Pivot	1 day	3 day
R1	160-12	161-05
PP	160-07	160-30
S1	160-03	160-23

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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